Of course we'll be insecure. They sucked for more than a decade,why do you think anything has changed ?
They started off 5-0,so what ? They played against teams without their best players (Philly without Bynum,Dallas without Dirk and Marion),it was obvious that Miami let them win and Orlando just sucks.
One of the reasons for their success is that they were hitting some heavily contested shots and their opponents were missing wide open ones.
Our defense is average at best,opponents inability to make shots made people think Knicks are actually a good defensive team.
Also their rebounding has been horrible.

All in all,their shooting will cool off,other teams will start making their wide open looks,Knicks will continue to get killed on the boards and Amare will ruin everything when he comes back.

They will make the playoffs as a 7th or 8th seed and get swept in the first round or possibly win a game or two,depends who'll they play against.